These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Designated Villain: The murderous duo that the protagonists chase. The reader sympathises with their attempts to free humanity by killing the Old Ones. Unusually for this trope, the YMMV aspect is that some readers would debate whether or not the murderous duos were designated as the villain of the piece, or if they were intended to be the heroes.
Hastur is one of the mortal-friendly Old Ones compared to the others.
Sherry Vernet. An offhand comment by Holmes is that his grandmother was the sister of an artist named Vernet.
Readers who are particularly knowledgable about Sherlock Holmes will realize earlier the protagonists' real identities as Moran and Moriarty.
It's pretty common for professionally published pastiches to write around trademarks by leaving characters unnamed, so the narrator only referring to the detective as "my friend" is unsurprising. Thus putting the audience off from the REAL reason that they remain unnamed until the end.
Nightmare Fuel: The narrator's description of his encounter with an Eldritch Abomination which maimed him, killed every other soldier present and left him extremely traumatised.